Bond risk, bond return volatility, and the term structure of interest rates
Year of publication: |
2012
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Authors: | Viceira, Luis M. |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 28.2012, 1, p. 97-117
|
Subject: | Zinsstruktur | Yield curve | Volatilität | Volatility | Theorie | Theory | Anleihe | Bond | Kapitaleinkommen | Capital income | Öffentliche Anleihe | Public bond | Rentenmarkt | Bond market | Risikoprämie | Risk premium |
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